A plug-in bandwidth selection procedure for long run covariance estimation with stationary functional time series

10 April 2016

Papers citing "A plug-in bandwidth selection procedure for long run covariance estimation with stationary functional time series"

8 / 8 papers shown

Title
Multiple change point detection in functional data with applications to biomechanical fatigue data Patrick Bastian Rupsa Basu Holger Dette 70 3 0 18 Dec 2023
Detection and Estimation of Structural Breaks in High-Dimensional Functional Time Series Degui Li Runze Li H. Shang 50 9 0 14 Apr 2023
Stopping time detection of wood panel compression: A functional time series approach H. Shang Jiguo Cao Peijun Sang 41 5 0 27 Apr 2022
Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces H. Shang Fearghal Kearney 20 18 0 22 Jul 2021
A comparison of Hurst exponent estimators in long-range dependent curve time series H. Shang 21 10 0 17 Mar 2020
A general white noise test based on kernel lag-window estimates of the spectral density operator V. Characiejus Gregory Rice 42 6 0 26 Mar 2018
Moving Block and Tapered Block Bootstrap for Functional Time Series with an Application to the K-Sample Mean Problem D. Pilavakis E. Paparoditis T. Sapatinas 49 9 0 03 Nov 2017
Bootstrap methods for stationary functional time series H. Shang AI4TS 64 49 0 03 Oct 2016